Essays about: "price adjustment"

Showing result 1 - 5 of 66 essays containing the words price adjustment.

  1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

  2. 2. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ebba Wallin; [2023]
    Keywords : Exchange rate pass-through; Consumer price inflation; Frequency of price adjustment; Import price inflation; Bayesian vector autoregression; Business and Economics;

    Abstract : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. READ MORE

  3. 3. The Effects of ETS & CBAM on Cost Differences in the European Steel Industry : A Case Study on Swedish and German Long Engineering Steel Manufacturers

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Tim Fahlstedt; Oliver Håkansson; [2022]
    Keywords : ETS; CBAM; Carbon Leakage; Steel; EAF; Scrap; Cost Predictions.; ETS; CBAM; Koldioxidläckage; Stål; Ljusbågsugn; Skrot; Kostnadsanalys.;

    Abstract : To combat anthropogenic climate change and comply with the Paris Agreement, the EU has previously introduced its Emissions Trading System (ETS) and has now also proposed a Carbon Border Adjustment Mechanism (CBAM). While these tools may reduce emissions within the EU, and in some cases, even in other countries, they can also affect European industries in unpredictable and sometimes negative ways. READ MORE

  4. 4. Value of CO2 neutrality for sustainable engineering steel: A case study of Ovako AB

    University essay from Uppsala universitet/Institutionen för samhällsbyggnad och industriell teknik

    Author : Erik Larsson; Filip Smith; [2022]
    Keywords : Automotive; Battery electric vehicle; Bearing; Blast furnace; Carbon border adjustment mechanism; Carbon dioxide; Electric arc furnace; Emissions trading system; Engineering steel; Green steel; Greenhouse gas; Innovation; Internal combustion engine; Life cycle analysis; Mining; Paris agreement; Science based target initiative; Steel; Sustainability; Sustainable steel; Triple bottom line;

    Abstract : Steel production is today one of the most CO2-demanding activities and causes 8% of the global emissions of GHG. It is crucial for the industry to reduce its emissions radically in order to be in line with the goals of the Paris Agreement and the Science-Based Target initiative. READ MORE

  5. 5. On Carbon Tariffs and Price Distortions: A study of the EU’s CBAM and imports from China

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fanny af Petersens; [2022]
    Keywords : CBAM; Carbon Border Adjustment Mechanism; Carbon Tariff; Price Sensitivity; Carbon Trading Market; Business and Economics;

    Abstract : Consumption-based emissions have increased rapidly during the last few decades and measures to battle climate change have included numerous initiatives to reduce greenhouse gas emissions. The European Union is currently in the process of implementing its new Carbon Border Adjustment Mechanism, to level the playing field between domestic producers and importers by setting the same requirements concerning carbon emissions. READ MORE